Scaling-up Split-Merge MCMC with Locality Sensitive Sampling (LSS)

21 Feb 2018 Chen Luo Anshumali Shrivastava

Split-Merge MCMC (Monte Carlo Markov Chain) is one of the essential and popular variants of MCMC for problems when an MCMC state consists of an unknown number of components. It is well known that state-of-the-art methods for split-merge MCMC do not scale well... (read more)

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